0.51Open0.50Pre Close23 Volume195 Open Interest31.00Strike Price1.07KTurnover100.02%IV8.25%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.2376Delta0.0892Gamma65.10Leverage Ratio-0.1386Theta-0.0009Rho-15.47Eff Leverage0.0107Vega